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undergraduate thesis
Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja
2024. urn:nbn:hr:126:732540
Kvesić, Filip
Josip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics

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Kvesić, F. (2024). Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja (Undergraduate thesis). Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics. Retrieved from https://urn.nsk.hr/urn:nbn:hr:126:732540

Kvesić, Filip. "Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. https://urn.nsk.hr/urn:nbn:hr:126:732540

Kvesić, Filip. "Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja." Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, 2024. https://urn.nsk.hr/urn:nbn:hr:126:732540

Kvesić, F. (2024). 'Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja', Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, accessed 12 July 2024, https://urn.nsk.hr/urn:nbn:hr:126:732540

Kvesić F. Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja [Undergraduate thesis]. Osijek: Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics; 2024 [cited 2024 July 12] Available at: https://urn.nsk.hr/urn:nbn:hr:126:732540

F. Kvesić, "Automatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja", Undergraduate thesis, Josip Juraj Strossmayer University of Osijek, School of Applied Mathematics and Informatics, Osijek, 2024. Available at: https://urn.nsk.hr/urn:nbn:hr:126:732540

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Metadata
TitleAutomatizacija korištenja opcija u strategijama trgovanja - Coveredcall strategija trgovanja
Title (english)Automatic Trading Option Strategies - Covered Call Strategy
AuthorFilip Kvesić
MentorNenad Šuvak (mentor)
GranterJosip Juraj Strossmayer University of Osijek
School of Applied Mathematics and Informatics
Osijek
Defense date and country2024-07-10, Croatia
Scientific / art field,
discipline and subdiscipline		NATURAL SCIENCES
Mathematics
Financial and Business Mathematics
Abstract
Ovaj završni rad bavi se analizom i implementacijom covered call strategije koristeći Python. Covered call strategija je popularna metoda među investitorima za generiranje dodatnog prihoda od portfelja dionica. U radu su korišteni stvarni podaci o cijenama dionica Apple Inc. (AAPL) kako bi se prikazala praktična primjena ove strategije. Koristeći podatke preuzete s Yahoo Finance pomoću biblioteke yfinance, analizirani su povijesni podaci o cijenama dionica te su izračunati log-povrati. Procijenjeni su ključni parametri poput volatilnosti te su implementirani Black-Scholes modeli za procjenu cijena opcija. Rezultati su vizualizirani kroz grafičke prikaze kako bi se ilustrirala učinkovitost strategije u različitim tržišnim uvjetima. Ovaj rad također pruža uvid u teorijske aspekte strategije te detaljne korake implementacije koristeći Python.
Abstract (english)
This thesis focuses on the analysis and implementation of the covered call strategy using Python. The covered call strategy is a popular method among investors for generating additional income from a stock portfolio. The thesis uses real stock price data of Apple Inc. (AAPL) to demonstrate the practical application of this strategy. Using data retrieved from Yahoo Finance with the yfinance library, historical stock price data were analyzed and log-returns were calculated. Key parameters such as volatility were estimated, and Black-Scholes models were implemented to evaluate option prices. The results were visualized through graphical representations to illustrate the strategy’s effectiveness under different market conditions. This work also provides insights into the theoretical aspects of the strategy and detailed implementation steps using Python.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:126:732540
Study programmeTitle: Bachelor of Mathematics and Computer Science
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike i računarstva (sveučilišni/a prvostupnik/prvostupnica (baccalaureus/baccalaurea) matematike i računarstva)
Type of resourceText
File originBorn digital
Access conditionsOpen access
Terms of useLicence In copyright icon
Created on2024-07-12 06:22:17